Yes, you definitely need to go to a doctor rather than worrying yourself.
I found this at MayoClinic:
Bleeding after sex is not normal and should be evaluated by your doctor. Some causes of vaginal bleeding after sex, such as vaginal dryness after menopause, are not serious and may be easily treated. However, in some cases, vaginal bleeding after sex can be a sign of a serious underlying problem, including:
* Inflammation of the cervix (cervicitis)
* Sexually transmitted diseases, such as chlamydia or gonorrhea
* Cervical polyps
* Cervical ectropion, a condition in which the cervical tissue is more susceptible to abrasion
* Pelvic inflammatory disease
* Uterine fibroids
* Cancer of the cervix, uterus or vagina